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## Post-edited  The partially disjoint paths problem Schrijver, Alexander (Auteur de la Conférence) | CIRM (Editeur )

The partially disjoint paths problem asks for paths $P_1, \ldots,P_k$ between given pairs of terminals, while certain pairs of paths $P_i$,$P_j$ are required to be disjoint. With the help of combinatorial group theory, we show that, for fixed $k$, this problem can be solved in polynomial time for planar directed graphs. We also discuss related problems. No specific foreknowledge is required.

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## Post-edited  Condition: the geometry of numerical algorithms - Lecture 1 Bürgisser, Peter (Auteur de la Conférence) | CIRM (Editeur )

The performance of numerical algorithms, both regarding stability and complexity, can be understood in a unified way in terms of condition numbers. This requires to identify the appropriate geometric settings and to characterize condition in geometric ways.
A probabilistic analysis of numerical algorithms can be reduced to a corresponding analysis of condition numbers, which leads to fascinating problems of geometric probability and integral geometry. The most well known example is Smale's 17th problem, which asks to find a solution of a given system of n complex homogeneous polynomial equations in $n$ + 1 unknowns. This problem can be solved in average (and even smoothed) polynomial time.
In the course we will explain the concepts necessary to state and solve Smale's 17th problem. We also show how these ideas lead to new numerical algorithms for computing eigenpairs of matrices that provably run in average polynomial time. Making these algorithms more efficient or adapting them to structured settings are challenging and rewarding research problems. We intend to address some of these issues at the end of the course.
The performance of numerical algorithms, both regarding stability and complexity, can be understood in a unified way in terms of condition numbers. This requires to identify the appropriate geometric settings and to characterize condition in geometric ways.
A probabilistic analysis of numerical algorithms can be reduced to a corresponding analysis of condition numbers, which leads to fascinating problems of geometric probability and integral ...

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## Post-edited  Le problème Graph Motif - Partie 1 Fertin, Guillaume (Auteur de la Conférence) | CIRM (Editeur )

Le problème Graph Motif est défini comme suit : étant donné un graphe sommet colorié G=(V,E) et un multi-ensemble M de couleurs, déterminer s'il existe une occurrence de M dans G, c'est-à-dire un sous ensemble V' de V tel que
(1) le multi-ensemble des couleurs de V' correspond à M,
(2) le sous-graphe G' induit par V' est connexe.
Ce problème a été introduit, il y a un peu plus de 10 ans, dans le but de rechercher des motifs fonctionnels dans des réseaux biologiques, comme par exemple des réseaux d'interaction de protéines ou des réseaux métaboliques. Graph Motif a fait depuis l'objet d'une attention particulière qui se traduit par un nombre relativement élevé de publications, essentiellement orientées autour de sa complexité algorithmique.
Je présenterai un certain nombre de résultats algorithmiques concernant le problème Graph Motif, en particulier des résultats de FPT (Fixed-Parameter Tractability), ainsi que des bornes inférieures de complexité algorithmique.
Ceci m'amènera à détailler diverses techniques de preuves dont certaines sont plutôt originales, et qui seront je l'espère d'intérêt pour le public.
Le problème Graph Motif est défini comme suit : étant donné un graphe sommet colorié G=(V,E) et un multi-ensemble M de couleurs, déterminer s'il existe une occurrence de M dans G, c'est-à-dire un sous ensemble V' de V tel que
(1) le multi-ensemble des couleurs de V' correspond à M,
(2) le sous-graphe G' induit par V' est connexe.
Ce problème a été introduit, il y a un peu plus de 10 ans, dans le but de rechercher des motifs fonctionnels dans des ...

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## Post-edited  L'informatique, de la révolution technique à la révolution mentale Berry, Gérard (Auteur de la Conférence) | CIRM (Editeur )

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## Post-edited  Detection theory and novelty filters Morel, Jean-Michel (Auteur de la Conférence) | CIRM (Editeur )

In this presentation based on on-line demonstrations of algorithms and on the examination of several practical examples, I will reflect on the problem of modeling a detection task in images. I will place myself in the (very frequent) case where the detection task can not be formulated in a Bayesian framework or, rather equivalently that can not be solved by simultaneous learning of the model of the object and that of the background. (In the case where there are plenty of examples of the background and of the object to be detected, the neural networks provide a practical answer, but without explanatory power). Nevertheless for the detection without "learning", I will show that we can not avoid building a background model, or possibly learn it. But this will not require many examples.

Joint works with Axel Davy, Tristan Dagobert, Agnes Desolneux, Thibaud Ehret.
In this presentation based on on-line demonstrations of algorithms and on the examination of several practical examples, I will reflect on the problem of modeling a detection task in images. I will place myself in the (very frequent) case where the detection task can not be formulated in a Bayesian framework or, rather equivalently that can not be solved by simultaneous learning of the model of the object and that of the background. (In the case ...

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## Post-edited  Numerical methods for mean field games - Lecture 2: Monotone finite difference schemes Achdou, Yves (Auteur de la Conférence) | CIRM (Editeur )

Recently, an important research activity on mean field games (MFGs for short) has been initiated by the pioneering works of Lasry and Lions: it aims at studying the asymptotic behavior of stochastic differential games (Nash equilibria) as the number $n$ of agents tends to infinity. The field is now rapidly growing in several directions, including stochastic optimal control, analysis of PDEs, calculus of variations, numerical analysis and computing, and the potential applications to economics and social sciences are numerous.
In the limit when $n \to +\infty$, a given agent feels the presence of the others through the statistical distribution of the states. Assuming that the perturbations of a single agent's strategy does not influence the statistical states distribution, the latter acts as a parameter in the control problem to be solved by each agent. When the dynamics of the agents are independent stochastic processes, MFGs naturally lead to a coupled system of two partial differential equations (PDEs for short), a forward Fokker-Planck equation and a backward Hamilton-Jacobi-Bellman equation.
The latter system of PDEs has closed form solutions in very few cases only. Therefore, numerical simulation are crucial in order to address applications. The present mini-course will be devoted to numerical methods that can be used to approximate the systems of PDEs.
The numerical schemes that will be presented rely basically on monotone approximations of the Hamiltonian and on a suitable weak formulation of the Fokker-Planck equation.
These schemes have several important features:

- The discrete problem has the same structure as the continous one, so existence, energy estimates, and possibly uniqueness can be obtained with the same kind of arguments

- Monotonicity guarantees the stability of the scheme: it is robust in the deterministic limit

- convergence to classical or weak solutions can be proved

Finally, there are particular cases named variational MFGS in which the system of PDEs can be seen as the optimality conditions of some optimal control problem driven by a PDE. In such cases, augmented Lagrangian methods can be used for solving the discrete nonlinear system. The mini-course will be orgamized as follows

1. Introduction to the system of PDEs and its interpretation. Uniqueness of classical solutions.

2. Monotone finite difference schemes

3. Examples of applications

4. Variational MFG and related algorithms for solving the discrete system of nonlinear equations
Recently, an important research activity on mean field games (MFGs for short) has been initiated by the pioneering works of Lasry and Lions: it aims at studying the asymptotic behavior of stochastic differential games (Nash equilibria) as the number $n$ of agents tends to infinity. The field is now rapidly growing in several directions, including stochastic optimal control, analysis of PDEs, calculus of variations, numerical analysis and ...